Create Order Using CQG
This example shows how to connect to CQG® and create a market order.
Connect to CQG
c = cqg;
Establish Event Handlers
Start the CQG session. Set up event handlers for instrument subscription, orders, and associated events.
startUp(c) streamEventNames = {'InstrumentSubscribed', ... 'InstrumentChanged','IncorrectSymbol'}; for i = 1:length(streamEventNames) registerevent(c.Handle,{streamEventNames{i}, ... @(varargin)cqgrealtimeeventhandler(varargin{:})}) end orderEventNames = {'AccountChanged','OrderChanged','AllOrdersCanceled'}; for i = 1:length(orderEventNames) registerevent(c.Handle,{orderEventNames{i}, ... @(varargin)cqgordereventhandler(varargin{:})}) end
Subscribe to Instrument
Subscribe to a security tied to the EURIBOR.
realtime(c,'F.US.IE')
pause(2)
Create CQGInstrument
Object
To use the instrument for creating an order, import the instrument name
cqgInstrumentName
into the current MATLAB® workspace. Then, create the CQGInstrument
object
cqgInst
.
cqgInstrumentName = evalin('base','cqgInstrument'); cqgInst = c.Handle.Instruments.Item(cqgInstrumentName);
Set Up Account Credentials
Set the CQG flags to enable account information retrieval.
c.Handle.set('AccountSubscriptionLevel','aslNone'); c.Handle.set('AccountSubscriptionLevel','aslAccountUpdatesAndOrders'); pause(2) accountHandle = c.Handle.Accounts.ItemByIndex(0);
Create Market Order
Create a market order that buys one share of the subscribed security
cqgInst
using the account credentials
accountHandle
.
orderType = 1; % Market order flag quantity = 1; % Positive quantity is Buy, negative is Sell oMarket = createOrder(c,cqgInst,orderType,accountHandle,quantity); oMarket.Place
Close CQG Connection
close(c)
See Also
cqg
| close
| createOrder
| realtime
| startUp
Related Examples
- Create CQG Orders
- Request CQG Historical Data
- Request CQG Intraday Tick Data
- Request CQG Real-Time Data